+36.3%
INTC vs IONQ
+177.4%
-141.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -0.6% |
| 7D | +17.1% | +16.8% | +0.4% | +14.0% |
| 30D | -40.5% | -11.1% | -29.3% | -39.4% |
| 3M | -39.4% | -31.7% | -7.7% | -36.0% |
| 6M | -49.3% | -44.8% | -4.5% | -44.9% |
| YTD | +65.9% | -31.2% | +97.1% | +72.1% |
| 1Y | +61.5% | -39.1% | +100.7% | +69.0% |
| 3Y | +59.6% | +189.5% | -129.9% | +15.5% |
| 5Y | +31.2% | +53.2% | -22.0% | -12.2% |
| All | +36.3% | +177.4% | -141.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling